+1,363.3%
VLO vs ESI
+224.6%
+1,138.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.9% |
| 7D | +5.2% | +3.3% | +1.9% | +4.1% |
| 30D | +22.6% | -5.9% | +28.5% | +24.6% |
| 3M | +43.8% | -14.1% | +57.9% | +48.7% |
| 6M | +65.7% | +6.6% | +59.2% | +57.2% |
| YTD | +131.1% | +45.0% | +86.1% | +96.7% |
| 1Y | +143.6% | +41.5% | +102.2% | +107.8% |
| 3Y | +201.4% | +78.8% | +122.6% | +132.1% |
| 5Y | +568.9% | +70.9% | +498.0% | +409.9% |
| 10Y | +891.8% | +317.1% | +574.7% | +457.9% |
| All | +1,363.3% | +224.6% | +1,138.6% | +749.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling